Strategy Tester Report
ssb5_123
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | lots=1; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 15105.39 | Gross profit | 32495.60 | Gross loss | -17390.21 |
Profit factor | 1.87 | Expected payoff | 256.02 | ||
Absolute drawdown | 5230.40 | Maximal drawdown | 7934.34 (24.70%) | Relative drawdown | 59.11% (6894.33) |
Total trades | 59 | Short positions (won %) | 29 (65.52%) | Long positions (won %) | 30 (76.67%) |
Profit trades (% of total) | 42 (71.19%) | Loss trades (% of total) | 17 (28.81%) | ||
Largest | profit trade | 6902.01 | loss trade | -2521.96 | |
Average | profit trade | 773.70 | loss trade | -1022.95 | |
Maximum | consecutive wins (profit in money) | 9 (17730.87) | consecutive losses (loss in money) | 1 (-2521.96) | |
Maximal | consecutive profit (count of wins) | 17730.87 (9) | consecutive loss (count of losses) | -2521.96 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.06 07:00 | sell | 1 | 1.00 | 1.19570 | 0.00000 | 0.00000 | ||
2 | 2009.01.13 21:00 | buy | 2 | 2.00 | 1.22658 | 0.00000 | 0.00000 | ||
3 | 2009.01.13 21:00 | close by | 2 | 1.00 | 1.19570 | 0.00000 | 0.00000 | -2521.96 | 7478.04 |
4 | 2009.01.13 21:00 | buy | 3 | 1.00 | 1.22658 | 0.00000 | 0.00000 | ||
5 | 2009.01.13 21:00 | close by | 1 | 0.00 | 1.19570 | 0.00000 | 0.00000 | 0.00 | 7478.04 |
6 | 2009.01.26 19:00 | sell | 4 | 2.00 | 1.22535 | 0.00000 | 0.00000 | ||
7 | 2009.01.26 19:00 | close by | 4 | 1.00 | 1.22658 | 0.00000 | 0.00000 | -106.92 | 7371.12 |
8 | 2009.01.26 19:00 | sell | 5 | 1.00 | 1.22535 | 0.00000 | 0.00000 | ||
9 | 2009.01.26 19:00 | close by | 3 | 0.00 | 1.22658 | 0.00000 | 0.00000 | 0.00 | 7371.12 |
10 | 2009.02.02 09:00 | buy | 6 | 2.00 | 1.23343 | 0.00000 | 0.00000 | ||
11 | 2009.02.02 09:00 | close by | 6 | 1.00 | 1.22535 | 0.00000 | 0.00000 | -659.27 | 6711.86 |
12 | 2009.02.02 09:00 | buy | 7 | 1.00 | 1.23343 | 0.00000 | 0.00000 | ||
13 | 2009.02.02 09:00 | close by | 5 | 0.00 | 1.22535 | 0.00000 | 0.00000 | 0.00 | 6711.86 |
14 | 2009.02.05 15:00 | sell | 8 | 2.00 | 1.23281 | 0.00000 | 0.00000 | ||
15 | 2009.02.05 15:00 | close by | 8 | 1.00 | 1.23343 | 0.00000 | 0.00000 | -52.80 | 6659.06 |
16 | 2009.02.05 15:00 | sell | 9 | 1.00 | 1.23281 | 0.00000 | 0.00000 | ||
17 | 2009.02.05 15:00 | close by | 7 | 0.00 | 1.23343 | 0.00000 | 0.00000 | 0.00 | 6659.06 |
18 | 2009.02.11 18:00 | buy | 10 | 2.00 | 1.24198 | 0.00000 | 0.00000 | ||
19 | 2009.02.11 18:00 | close by | 10 | 1.00 | 1.23281 | 0.00000 | 0.00000 | -740.77 | 5918.28 |
20 | 2009.02.11 18:00 | buy | 11 | 1.00 | 1.24198 | 0.00000 | 0.00000 | ||
21 | 2009.02.11 18:00 | close by | 9 | 0.00 | 1.23281 | 0.00000 | 0.00000 | 0.00 | 5918.28 |
22 | 2009.03.13 09:00 | sell | 12 | 2.00 | 1.27980 | 0.00000 | 0.00000 | ||
23 | 2009.03.13 09:00 | close by | 12 | 1.00 | 1.24198 | 0.00000 | 0.00000 | 2938.72 | 8857.01 |
24 | 2009.03.13 09:00 | sell | 13 | 1.00 | 1.27980 | 0.00000 | 0.00000 | ||
25 | 2009.03.13 09:00 | close by | 11 | 0.00 | 1.24198 | 0.00000 | 0.00000 | 0.00 | 8857.01 |
26 | 2009.03.31 04:00 | buy | 14 | 2.00 | 1.25708 | 0.00000 | 0.00000 | ||
27 | 2009.03.31 04:00 | close by | 14 | 1.00 | 1.27980 | 0.00000 | 0.00000 | 1798.14 | 10655.15 |
28 | 2009.03.31 04:00 | buy | 15 | 1.00 | 1.25708 | 0.00000 | 0.00000 | ||
29 | 2009.03.31 04:00 | close by | 13 | 0.00 | 1.27980 | 0.00000 | 0.00000 | 0.00 | 10655.15 |
30 | 2009.04.03 14:00 | sell | 16 | 2.00 | 1.23965 | 0.00000 | 0.00000 | ||
31 | 2009.04.03 14:00 | close by | 16 | 1.00 | 1.25708 | 0.00000 | 0.00000 | -1408.42 | 9246.73 |
32 | 2009.04.03 14:00 | sell | 17 | 1.00 | 1.23965 | 0.00000 | 0.00000 | ||
33 | 2009.04.03 14:00 | close by | 15 | 0.00 | 1.25708 | 0.00000 | 0.00000 | 0.00 | 9246.73 |
34 | 2009.04.21 07:00 | buy | 18 | 2.00 | 1.23658 | 0.00000 | 0.00000 | ||
35 | 2009.04.21 07:00 | close by | 18 | 1.00 | 1.23965 | 0.00000 | 0.00000 | 238.89 | 9485.62 |
36 | 2009.04.21 07:00 | buy | 19 | 1.00 | 1.23658 | 0.00000 | 0.00000 | ||
37 | 2009.04.21 07:00 | close by | 17 | 0.00 | 1.23965 | 0.00000 | 0.00000 | 0.00 | 9485.62 |
38 | 2009.04.27 02:00 | sell | 20 | 2.00 | 1.21291 | 0.00000 | 0.00000 | ||
39 | 2009.04.27 02:00 | close by | 20 | 1.00 | 1.23658 | 0.00000 | 0.00000 | -1954.32 | 7531.30 |
40 | 2009.04.27 02:00 | sell | 21 | 1.00 | 1.21291 | 0.00000 | 0.00000 | ||
41 | 2009.04.27 02:00 | close by | 19 | 0.00 | 1.23658 | 0.00000 | 0.00000 | 0.00 | 7531.30 |
42 | 2009.05.14 10:00 | buy | 22 | 2.00 | 1.17192 | 0.00000 | 0.00000 | ||
43 | 2009.05.14 10:00 | close by | 22 | 1.00 | 1.21291 | 0.00000 | 0.00000 | 3486.90 | 11018.19 |
44 | 2009.05.14 10:00 | buy | 23 | 1.00 | 1.17192 | 0.00000 | 0.00000 | ||
45 | 2009.05.14 10:00 | close by | 21 | 0.00 | 1.21291 | 0.00000 | 0.00000 | 0.00 | 11018.19 |
46 | 2009.05.20 03:00 | sell | 24 | 2.00 | 1.15564 | 0.00000 | 0.00000 | ||
47 | 2009.05.20 03:00 | close by | 24 | 1.00 | 1.17192 | 0.00000 | 0.00000 | -1410.61 | 9607.59 |
48 | 2009.05.20 03:00 | sell | 25 | 1.00 | 1.15564 | 0.00000 | 0.00000 | ||
49 | 2009.05.20 03:00 | close by | 23 | 0.00 | 1.17192 | 0.00000 | 0.00000 | 0.00 | 9607.59 |
50 | 2009.06.04 10:00 | buy | 26 | 2.00 | 1.10332 | 0.00000 | 0.00000 | ||
51 | 2009.06.04 10:00 | close by | 26 | 1.00 | 1.15564 | 0.00000 | 0.00000 | 4732.61 | 14340.20 |
52 | 2009.06.04 10:00 | buy | 27 | 1.00 | 1.10332 | 0.00000 | 0.00000 | ||
53 | 2009.06.04 10:00 | close by | 25 | 0.00 | 1.15564 | 0.00000 | 0.00000 | 0.00 | 14340.20 |
54 | 2009.07.02 12:00 | sell | 28 | 2.00 | 1.15088 | 0.00000 | 0.00000 | ||
55 | 2009.07.02 12:00 | close by | 28 | 1.00 | 1.10332 | 0.00000 | 0.00000 | 4117.92 | 18458.12 |
56 | 2009.07.02 12:00 | sell | 29 | 1.00 | 1.15088 | 0.00000 | 0.00000 | ||
57 | 2009.07.02 12:00 | close by | 27 | 0.00 | 1.10332 | 0.00000 | 0.00000 | 0.00 | 18458.12 |
58 | 2009.08.07 09:00 | buy | 30 | 2.00 | 1.07637 | 0.00000 | 0.00000 | ||
59 | 2009.08.07 09:00 | close by | 30 | 1.00 | 1.15088 | 0.00000 | 0.00000 | 6902.01 | 25360.13 |
60 | 2009.08.07 09:00 | buy | 31 | 1.00 | 1.07637 | 0.00000 | 0.00000 | ||
61 | 2009.08.07 09:00 | close by | 29 | 0.00 | 1.15088 | 0.00000 | 0.00000 | 0.00 | 25360.13 |
62 | 2009.08.20 15:00 | sell | 32 | 2.00 | 1.09817 | 0.00000 | 0.00000 | ||
63 | 2009.08.20 15:00 | close by | 32 | 1.00 | 1.07637 | 0.00000 | 0.00000 | 1978.33 | 27338.46 |
64 | 2009.08.20 15:00 | sell | 33 | 1.00 | 1.09817 | 0.00000 | 0.00000 | ||
65 | 2009.08.20 15:00 | close by | 31 | 0.00 | 1.07637 | 0.00000 | 0.00000 | 0.00 | 27338.46 |
66 | 2009.08.27 11:00 | buy | 34 | 2.00 | 1.09881 | 0.00000 | 0.00000 | ||
67 | 2009.08.27 11:00 | close by | 34 | 1.00 | 1.09817 | 0.00000 | 0.00000 | -62.37 | 27276.09 |
68 | 2009.08.27 11:00 | buy | 35 | 1.00 | 1.09881 | 0.00000 | 0.00000 | ||
69 | 2009.08.27 11:00 | close by | 33 | 0.00 | 1.09817 | 0.00000 | 0.00000 | 0.00 | 27276.09 |
70 | 2009.09.07 22:00 | sell | 36 | 2.00 | 1.07700 | 0.00000 | 0.00000 | ||
71 | 2009.09.07 22:00 | close by | 36 | 1.00 | 1.09881 | 0.00000 | 0.00000 | -2029.37 | 25246.73 |
72 | 2009.09.07 22:00 | sell | 37 | 1.00 | 1.07700 | 0.00000 | 0.00000 | ||
73 | 2009.09.07 22:00 | close by | 35 | 0.00 | 1.09881 | 0.00000 | 0.00000 | 0.00 | 25246.73 |
74 | 2009.09.22 03:00 | buy | 38 | 2.00 | 1.07650 | 0.00000 | 0.00000 | ||
75 | 2009.09.22 03:00 | close by | 38 | 1.00 | 1.07700 | 0.00000 | 0.00000 | 37.63 | 25284.36 |
76 | 2009.09.22 03:00 | buy | 39 | 1.00 | 1.07650 | 0.00000 | 0.00000 | ||
77 | 2009.09.22 03:00 | close by | 37 | 0.00 | 1.07700 | 0.00000 | 0.00000 | 0.00 | 25284.36 |
78 | 2009.10.01 05:00 | sell | 40 | 2.00 | 1.06972 | 0.00000 | 0.00000 | ||
79 | 2009.10.01 05:00 | close by | 40 | 1.00 | 1.07650 | 0.00000 | 0.00000 | -639.27 | 24645.08 |
80 | 2009.10.01 05:00 | sell | 41 | 1.00 | 1.06972 | 0.00000 | 0.00000 | ||
81 | 2009.10.01 05:00 | close by | 39 | 0.00 | 1.07650 | 0.00000 | 0.00000 | 0.00 | 24645.08 |
82 | 2009.10.19 08:00 | buy | 42 | 2.00 | 1.03822 | 0.00000 | 0.00000 | ||
83 | 2009.10.19 08:00 | close by | 42 | 1.00 | 1.06972 | 0.00000 | 0.00000 | 3025.01 | 27670.10 |
84 | 2009.10.19 08:00 | buy | 43 | 1.00 | 1.03822 | 0.00000 | 0.00000 | ||
85 | 2009.10.19 08:00 | close by | 41 | 0.00 | 1.06972 | 0.00000 | 0.00000 | 0.00 | 27670.10 |
86 | 2009.11.04 22:00 | sell | 44 | 2.00 | 1.06351 | 0.00000 | 0.00000 | ||
87 | 2009.11.04 22:00 | close by | 44 | 1.00 | 1.03822 | 0.00000 | 0.00000 | 2369.63 | 30039.72 |
88 | 2009.11.04 22:00 | sell | 45 | 1.00 | 1.06351 | 0.00000 | 0.00000 | ||
89 | 2009.11.04 22:00 | close by | 43 | 0.00 | 1.03822 | 0.00000 | 0.00000 | 0.00 | 30039.72 |
90 | 2009.11.19 21:00 | buy | 46 | 2.00 | 1.06253 | 0.00000 | 0.00000 | ||
91 | 2009.11.19 21:00 | close by | 46 | 1.00 | 1.06351 | 0.00000 | 0.00000 | 82.24 | 30121.97 |
92 | 2009.11.19 21:00 | buy | 47 | 1.00 | 1.06253 | 0.00000 | 0.00000 | ||
93 | 2009.11.19 21:00 | close by | 45 | 0.00 | 1.06351 | 0.00000 | 0.00000 | 0.00 | 30121.97 |
94 | 2009.11.26 02:00 | sell | 48 | 2.00 | 1.04681 | 0.00000 | 0.00000 | ||
95 | 2009.11.26 02:00 | close by | 48 | 1.00 | 1.06253 | 0.00000 | 0.00000 | -1505.05 | 28616.92 |
96 | 2009.11.26 02:00 | sell | 49 | 1.00 | 1.04681 | 0.00000 | 0.00000 | ||
97 | 2009.11.26 02:00 | close by | 47 | 0.00 | 1.06253 | 0.00000 | 0.00000 | 0.00 | 28616.92 |
98 | 2009.12.07 02:00 | buy | 50 | 2.00 | 1.05555 | 0.00000 | 0.00000 | ||
99 | 2009.12.07 02:00 | close by | 50 | 1.00 | 1.04681 | 0.00000 | 0.00000 | -833.40 | 27783.52 |
100 | 2009.12.07 02:00 | buy | 51 | 1.00 | 1.05555 | 0.00000 | 0.00000 | ||
101 | 2009.12.07 02:00 | close by | 49 | 0.00 | 1.04681 | 0.00000 | 0.00000 | 0.00 | 27783.52 |
102 | 2009.12.11 08:00 | sell | 52 | 2.00 | 1.05226 | 0.00000 | 0.00000 | ||
103 | 2009.12.11 08:00 | close by | 52 | 1.00 | 1.05555 | 0.00000 | 0.00000 | -315.64 | 27467.87 |
104 | 2009.12.11 08:00 | sell | 53 | 1.00 | 1.05226 | 0.00000 | 0.00000 | ||
105 | 2009.12.11 08:00 | close by | 51 | 0.00 | 1.05555 | 0.00000 | 0.00000 | 0.00 | 27467.87 |
106 | 2009.12.18 01:00 | buy | 54 | 2.00 | 1.07025 | 0.00000 | 0.00000 | ||
107 | 2009.12.18 01:00 | close by | 54 | 1.00 | 1.05226 | 0.00000 | 0.00000 | -1685.24 | 25782.64 |
108 | 2009.12.18 01:00 | buy | 55 | 1.00 | 1.07025 | 0.00000 | 0.00000 | ||
109 | 2009.12.18 01:00 | close by | 53 | 0.00 | 1.05226 | 0.00000 | 0.00000 | 0.00 | 25782.64 |
110 | 2009.12.22 17:00 | sell | 56 | 2.00 | 1.06008 | 0.00000 | 0.00000 | ||
111 | 2009.12.22 17:00 | close by | 56 | 1.00 | 1.07025 | 0.00000 | 0.00000 | -960.25 | 24822.39 |
112 | 2009.12.22 17:00 | sell | 57 | 1.00 | 1.06008 | 0.00000 | 0.00000 | ||
113 | 2009.12.22 17:00 | close by | 55 | 0.00 | 1.07025 | 0.00000 | 0.00000 | 0.00 | 24822.39 |
114 | 2009.12.31 05:00 | buy | 58 | 2.00 | 1.05173 | 0.00000 | 0.00000 | ||
115 | 2009.12.31 05:00 | close by | 58 | 1.00 | 1.06008 | 0.00000 | 0.00000 | 787.56 | 25609.95 |
116 | 2009.12.31 05:00 | buy | 59 | 1.00 | 1.05173 | 0.00000 | 0.00000 | ||
117 | 2009.12.31 05:00 | close by | 57 | 0.00 | 1.06008 | 0.00000 | 0.00000 | 0.00 | 25609.95 |
118 | 2009.12.31 18:57 | close at stop | 59 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -504.56 | 25105.39 |